{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "\n# 1D Unbalanced optimal transport\n\nThis example illustrates the computation of Unbalanced Optimal transport\nusing a Kullback-Leibler relaxation.\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "# Author: Hicham Janati \n#\n# License: MIT License\n\n# sphinx_gallery_thumbnail_number = 4\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot\nfrom ot.datasets import make_1D_gauss as gauss" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Generate data\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "n = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\nb = gauss(n, m=60, s=10)\n\n# make distributions unbalanced\nb *= 5.0\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Plot distributions and loss matrix\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "pl.figure(1, figsize=(6.4, 3))\npl.plot(x, a, \"b\", label=\"Source distribution\")\npl.plot(x, b, \"r\", label=\"Target distribution\")\npl.legend()\n\n# plot distributions and loss matrix\n\npl.figure(2, figsize=(5, 5))\not.plot.plot1D_mat(a, b, M, \"Cost matrix M\")" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Solve Unbalanced Sinkhorn\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "# Sinkhorn\n\nepsilon = 0.1 # entropy parameter\nalpha = 1.0 # Unbalanced KL relaxation parameter\nGs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True)\n\npl.figure(3, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, \"UOT matrix Sinkhorn\")\n\npl.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## plot the transported mass\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "pl.figure(4, figsize=(6.4, 3))\npl.plot(x, a, \"b\", label=\"Source distribution\")\npl.plot(x, b, \"r\", label=\"Target distribution\")\npl.fill(x, Gs.sum(1), \"b\", alpha=0.5, label=\"Transported source\")\npl.fill(x, Gs.sum(0), \"r\", alpha=0.5, label=\"Transported target\")\npl.legend(loc=\"upper right\")\npl.title(\"Distributions and transported mass for UOT\")" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.10.18" } }, "nbformat": 4, "nbformat_minor": 0 }